QRM / ALM specialist

ABN AMRO is seeking a QRM / ALM Specialist to work in a dynamic DevOps environment supporting the bank's Asset Liability Management (ALM) department. As part of an agile-scrum team, you will design, implement, and support advanced configurations and quantitative models within the QRM (Quantitative Risk Management) Framework. The team's primary objective is to deliver deep insights into Interest Rate Risk, Liquidity Risk, and Profitability (including Funds Transfer Pricing - FTP). Daily responsibilities include collaborating with internal stakeholders to discuss model specifications, continuously improving test automation, handling operational tasks, and taking ownership of system incidents. You will also have the opportunity to guide and coach junior team members. The quantitative and technical focus of this role involves modeling interest rate risk, liquidity risk profiles, and balance sheet dynamics. The technical environment is built on Microsoft Azure and leverages QRM modeling tools, requiring solid programming capabilities. Candidates should have a strong analytical background (such as mathematics or physics) and proficiency with SQL, alongside a willingness to work with or learn C# or Python.